Computer implemented object-oriented portfolio optimization system, method and user interface

A computer-implemented object-oriented portfolio optimization system including a data repository for storing objects to be managed by the system, each object representing a portfolio or part of a portfolio, the system further including a data feed, a processor and a memory encoding computer program code which is executed by the processor to provide the investment portfolio optimization system, the computer program code including:

• computer program code for providing a user interface for receiving user inputs defining and/or managing said objects, wherein the or each object comprises one or more constituents, each constituent having a link to the data feed from which data on the constituent can be accessed, each object further defining one or more rules and one or more attributes associated with the object, the rules and attributes specifying how an investment into the one or more constituents is to be applied;
• computer program code configured to optimize each object according to a schedule associated with the object including, for each iteration of optimization:
• computer program code configured to obtain data via the data feed corresponding to the constituents;
• and,
• computer program code configured to determine optimal weights for allocations to the object in dependence on the obtained data and rules and attributes of the object and cause storage of the object and weights in the data repository.